Support Board
Date/Time: Fri, 01 Nov 2024 05:21:57 +0000
Trade Volume Triggered Stop-Limit...it includes pull/stack...which are not accumulated vol
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| [2018-06-15 11:06:54] |
| User7817001 - Posts: 96 |
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Trade volume triggered stop-limit orders appear to include both pulled and stacked orders, which I presume it should not, based on its name "Trade Volume" (inferring actually traded volume) Pulled and Stacked orders are NOT traded Please let me know if this can be fixed Thank you, Mark |
| [2018-06-15 11:12:32] |
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This is a definitively an incorrect conclusion. This is with certainty. This is not something we would even look into.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-06-15 18:50:21] |
| User7817001 - Posts: 96 |
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I challenge your statement. (see attached) The volume counter in the order label (circled in attached) decrements when orders are "pulled and stacked" (circled in attached), as well as Trades (circled in attached) execute. Watch /ES Set the volume variable to 1000 or more, if this counter were based on TRADES ONLY (in the time/sales), then it should take quite a long time to goto zero (0)...it does not! Watch the time/sales (slow changing) Watch also the Combined Pull/Stack on the DOM (fast changing) You will see the counter decrements based on BOTH Pull/Stack and Time/Sales, once the price is hit, the trade executes NEARLY IMMEDIATLY, not based on time/sales alone, but Pull/Stack changes and time/sales. Or ignore it... Have a great day Thanks, Mark |
 Capture.JPG / V - Attached On 2018-06-15 18:45:52 UTC - Size: 153.71 KB - 326 views |
| [2018-06-15 19:07:04] |
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Okay we see now what the problem is but it is not what you think it is. We are correct in what we say because it is only using the last trade quantity/volume only, but it is counting that every time there is even a bid or ask update as well. That is the reason for the problem. We will resolve that. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-06-15 19:07:48
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